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Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

High fidelity radio interferometric data calibration that minimises spurious spectral structure in the calibrated data is essential in astrophysical applications, such as 21 cm cosmology, which rely on knowledge of the relative spectral…

Instrumentation and Methods for Astrophysics · Physics 2022-10-26 Peter H. Sims , Jonathan C. Pober , Jonathan L. Sievers

We present a Bayesian model selection approach to estimate the intrinsic dimensionality of a high-dimensional dataset. To this end, we introduce a novel formulation of the probabilisitic principal component analysis model based on a…

Methodology · Statistics 2019-05-22 Charles Bouveyron , Pierre Latouche , Pierre-Alexandre Mattei

Power and sample size analysis comprises a critical component of clinical trial study design. There is an extensive collection of methods addressing this problem from diverse perspectives. The Bayesian paradigm, in particular, has attracted…

Methodology · Statistics 2021-12-08 Jane Pan , Sudipto Banerjee

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

Sparsity has been recently introduced in cosmology for weak-lensing and CMB data analysis for different applications such as denoising, component separation or inpainting (i.e. filling the missing data or the mask). Although it gives very…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 J. -L. Starck , D. L. Donoho , M. J. Fadili , A. Rassat

A large number of studies, all using Bayesian parameter inference from Markov Chain Monte Carlo methods, have constrained the presence of a decaying dark matter component. All such studies find a strong preference for either very long-lived…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-04 Emil Brinch Holm , Laura Herold , Steen Hannestad , Andreas Nygaard , Thomas Tram

A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number…

Machine Learning · Statistics 2011-08-05 Samuel J. Gershman , David M. Blei

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

Bayesian model selection provides the cosmologist with an exacting tool to distinguish between competing models based purely on the data, via the Bayesian evidence. Previous methods to calculate this quantity either lacked general…

Astrophysics · Physics 2008-11-26 J. R. Shaw , M. Bridges , M. P. Hobson

A vast amount of ecological knowledge generated recently has hinged upon the ability of model selection methods to discriminate among various ecological hypotheses. The last decade has seen the rise of Bayesian hierarchical models in…

Applications · Statistics 2018-10-08 Soumen Dey , Mohan Delampady , Arjun M. Gopalaswamy

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

Integrative analyses based on statistically relevant associations between genomics and a wealth of intermediary phenotypes (such as imaging) provide vital insights into their clinical relevance in terms of the disease mechanisms. Estimates…

Applications · Statistics 2022-08-16 Snigdha Panigrahi , Shariq Mohammed , Arvind Rao , Veerabhadran Baladandayuthapani

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables…

Methodology · Statistics 2024-10-16 J. E. Griffin

The ability to obtain reliable point estimates of model parameters is of crucial importance in many fields of physics. This is often a difficult task given that the observed data can have a very high number of dimensions. In order to…

Cosmology and Nongalactic Astrophysics · Physics 2021-12-15 Janis Fluri , Aurelien Lucchi , Tomasz Kacprzak , Alexandre Refregier , Thomas Hofmann

We reconstruct in this paper the deceleration and jerk parameters as functions of the cosmological redshift from data on cosmic chronometers (CCH), baryon acoustic oscillations (BAOs), and the Pantheon+MCT compilation of supernovae of Type…

Cosmology and Nongalactic Astrophysics · Physics 2019-05-29 Adrià Gómez-Valent

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo
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